Which of the following formulas describes an autoregressive (AR) process?
MATLAB: An Introduction with Applications
6th Edition
ISBN:9781119256830
Author:Amos Gilat
Publisher:Amos Gilat
Chapter1: Starting With Matlab
Section: Chapter Questions
Problem 1P
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Transcribed Image Text:Which of the following formulas describes an autoregressive (AR) process?
a. Y = μ+U+Q₁U-1 +0₂4-2 +...+qUt-q
b. Yt=U+Y1Xt-1 +V₂Xt-2+...+YrXt-r + Ut
C. Yt=+Y-1 + ₂Yt-2 +...+pyt-p + Ut
d. yt = Axfet
Yt
O a. O b. O c. O d.
? W
W
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